-30.8%
STZ vs ABCL
-81.3%
+50.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | -1.9% | +93.1% | -95.0% | -3.7% |
| 3M | -6.2% | +79.4% | -85.7% | -8.0% |
| 6M | -14.0% | +214.9% | -228.9% | -17.4% |
| YTD | -5.1% | +234.2% | -239.3% | -9.2% |
| 1Y | -9.6% | +174.8% | -184.3% | -13.0% |
| 3Y | -47.2% | +104.5% | -151.7% | -49.6% |
| 5Y | -33.6% | -39.0% | +5.4% | -35.9% |
| All | -30.8% | -81.3% | +50.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling